-98.3%
DFNS vs TWLO
+123.2%
-221.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | -16.0% | -2.0% | -14.0% | -15.8% |
| 30D | -77.7% | +20.6% | -98.3% | -78.1% |
| 3M | -77.2% | -1.5% | -75.6% | -76.3% |
| 6M | -95.2% | +89.4% | -184.6% | -96.3% |
| YTD | -98.0% | +63.8% | -161.8% | -98.4% |
| 1Y | -98.3% | +119.7% | -218.0% | -98.8% |
| All | -98.3% | +123.2% | -221.5% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling